VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 60,219
COMMITMENTS
9,627 26,401 4,411 32,236 26,507 46,274 57,319 13,945 2,900
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 6,354)
-495 2,005 413 2,215 4,487 2,133 6,905 4,221 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 43.8 7.3 53.5 44.0 76.8 95.2 23.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 11 7 9 3 27 16
Updated May 9, 2008